I believe I get this every time wp-cron.php is requested on my local XAMPP install. Usually I just reload whatever I'm looking at and the request isn't repeated, but it would be nice to know the cause. I'll post back if I find anything.

I'm using PHP version 5.2.6-3 and allow_url_fopen is true. Apache version is 2.2.11.

So my guess is that the array options given to create the $context variable is causing problems. Perhaps playing with these options might yield some results for someone who has more experience with PHP streams, for now I'm going to live with this issue.

Was running into this problem on a new (ubuntu) server. The problem was php-curl was not installed (and enabled).
This may be the case if you set up a server from scratch and just forgot to include it.

In a nutshell, I migrated a WordPress site (two, actually) to a different server, and initial site loads were taking 18+ seconds, while subsequent loads were < 1 second. After a while troubleshooting, I enabled WP_DEBUG and saw this warning ("doing_wp_cron" had a value in the query string). Installing php5-curl resolved it, and now initial site loads are < 2 seconds.

For more information, part of my troubleshooting was disabling all plug-ins, and changing the theme to Twenty Ten, and still the load issues persisted.

Once I came across this thread, I recalled that one of my installed plugins depends on php5-curl for functionality. Perhaps there is a coding issue with that plugin, since I was still impacted by this after disabling the plugin, but it nonetheless underlines the fact that this is an important issue with real performance side effects.

Site loads were 18+ seconds any time Apache was restarted, or the site hadn't been accessed in the previous ~30 seconds. This is on WordPress 3.6.1.